Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.

Iâ€™ve been considering testing our Blox LTTF strategy using 30 or 60 minute data. Does anyone have a recommendation on where to find this data? I do not need tick or 5 minute or anything like that. 60 minute bars would be sufficient. We currently use an eod feed from Pinnacle. Thanks in advance!

daveineagan22581 wrote: . . . 30 or 60 minute data. Does anyone have a recommendation on where to find this data? I do not need tick or 5 minute or anything like that

Dave,

You mention that you are not interested in tick data however it's my understanding that you can use tick data to create whatever time format you might like. (i.e. 5 minute bars, 15 minute bars, 30 min, 60min etc).
Software to accomplish this is available from the tick data vendor when you order the data.
This would provide you with maximum flexibility as far as time formats are concerned.
Check out this old blox post for further info if you are interested;viewtopic.php?t=8460

daveineagan22581 wrote: . . . 30 or 60 minute data. Does anyone have a recommendation on where to find this data? I do not need tick or 5 minute or anything like that

You mention that you are not interested in tick data however it's my understanding that you can use tick data to create whatever time format you might like. (i.e. 5 minute bars, 15 minute bars, 30 min, 60min etc).
Software to accomplish this is available from the tick data vendor when you order the data.

This can also be accomplished with much greater flexibility using the xts package in R.